Pages that link to "Item:Q5436420"
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The following pages link to Simulating from Exchangeable Archimedean Copulas (Q5436420):
Displaying 12 items.
- Modeling spot price dependence in Australian electricity markets with applications to risk management (Q342246) (← links)
- Likelihood inference for Archimedean copulas in high dimensions under known margins (Q443788) (← links)
- Sampling Archimedean copulas (Q1023887) (← links)
- Adaptive importance sampling for simulating copula-based distributions (Q2276225) (← links)
- Benford's law beyond independence : tracking Benford behavior in copula models (Q2278640) (← links)
- Using dynamic copulae for modeling dependency in currency denominations of a diversified world stock index (Q2324152) (← links)
- Quasi-random numbers for copula models (Q2361476) (← links)
- Dependence modelling in insurance via copulas with skewed generalised hyperbolic marginals (Q2699605) (← links)
- THE JOINT DISTRIBUTION OF STOCK RETURNS IS NOT ELLIPTICAL (Q2892977) (← links)
- Estimating Archimedean Copulas in High Dimensions (Q2914946) (← links)
- Hierarchical Kendall copulas: Properties and inference (Q5413640) (← links)
- Comments on: Inference in multivariate Archimedean copula models (Q5970326) (← links)
